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If you're talking about gathering this type of information from your PPC ads. All (or most) of the search engines gove you basic click information.
I think it would be wiser to concentrate on what the traffic you're getting from your clicks is doing on your site. There are many options available in terms of log analysis and reporting. Do a search around here and you'll find plenty of discussions on tracking and logging user behaviour.
good luck!
Welcome to Webmasterworl, hope you enjoy the Dark Side.
Your question is very vague.
a bit more specific question would help, along the lines of:
1, WHY you want this information.
2, Is it related to PPC or SERPS
etc etc
Your question is very 1999/2000, most webmasters on here are way ahead of the rest and can share very detailed knowledge, but only if the RIGHT question is asked.
Shak
...the average click-through rate (CTR) for rich media increased slightly to 2.7 percent — from 2.5 percent in the first quarter. CTR for non-rich media declined slightly from 0.4 percent in the first quarter to 0.27 percent in the third quarter.